Related papers: A Discovery Algorithm for Directed Cyclic Graphs
We explore the usage of meta-learning to derive the causal direction between variables by optimizing over a measure of distribution simplicity. We incorporate a stochastic graph representation which includes latent variables and allows for…
Causal discovery aims to recover information about an unobserved causal graph from the observable data it generates. Layerings are orderings of the variables which place causes before effects. In this paper, we provide ways to recover…
A structural causal model is made of endogenous (manifest) and exogenous (latent) variables. We show that endogenous observations induce linear constraints on the probabilities of the exogenous variables. This allows to exactly map a causal…
Much of the causal discovery literature prioritises guaranteeing the identifiability of causal direction in statistical models. For structures within a Markov equivalence class, this requires strong assumptions which may not hold in…
Graph or network representations are an important foundation for data mining and machine learning tasks in relational data. Many tools of network analysis, like centrality measures, information ranking, or cluster detection rest on the…
If $X,Y,Z$ denote sets of random variables, two different data sources may contain samples from $P_{X,Y}$ and $P_{Y,Z}$, respectively. We argue that causal discovery can help inferring properties of the `unobserved joint distributions'…
The correlations that can be observed between a set of variables depend on the causal structure underpinning them. Causal structures can be modeled using directed acyclic graphs, where nodes represent variables and edges denote functional…
This study investigates the application of causal discovery algorithms in equity markets, with a focus on their potential to build investment strategies. An investment strategy was developed based on the causal structures identified by…
Directed acyclic graphs provide a fundamental tool for representing directed dependence structures in multivariate network data, and are widely used to model financial and economic networks. However, accurate and interpretable estimation…
We present a very general approach to learning the structure of causal models based on d-separation constraints, obtained from any given set of overlapping passive observational or experimental data sets. The procedure allows for both…
Constraint-based causal discovery algorithms learn part of the causal graph structure by systematically testing conditional independences observed in the data. These algorithms, such as the PC algorithm and its variants, rely on graphical…
Learning the causal structure that underlies data is a crucial step towards robust real-world decision making. The majority of existing work in causal inference focuses on determining a single directed acyclic graph (DAG) or a Markov…
A common theme in causal inference is learning causal relationships between observed variables, also known as causal discovery. This is usually a daunting task, given the large number of candidate causal graphs and the combinatorial nature…
Discovering causal relations among observed variables in a given data set is a main topic in studies of statistics and artificial intelligence. Recently, some techniques to discover an identifiable causal structure have been explored based…
Probabilistic graphical models are a fundamental tool in statistics, machine learning, signal processing, and control. When such a model is defined on a directed acyclic graph (DAG), one can assign a partial ordering to the events occurring…
Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are…
Causal discovery from observational data is challenging, especially with large datasets and complex relationships. Traditional methods often struggle with scalability and capturing global structural information. To overcome these…
Causal structure discovery from observational data is fundamental to the causal understanding of autonomous systems such as medical decision support systems, advertising campaigns and self-driving cars. This is essential to solve well-known…
Recent years have seen rapid progress at the intersection between causality and machine learning. Motivated by scientific applications involving high-dimensional data, in particular in biomedicine, we propose a deep neural architecture for…
Conventional methods in causal effect inferencetypically rely on specifying a valid set of control variables. When this set is unknown or misspecified, inferences will be erroneous. We propose a method for inferring average causal effects…